hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
2806.30
Total PnL
1806.30 (180.63%)
Total Trades (Win/Los)
22 (16/6)
Win Rate
72.73%
Max Drawdown
2455.84 (69.33%)
Total Fees
28.87
Position avg (max), %
99.61 (100.04)
Profit Factor
1.92
Duration (days)
151.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -0.69% — — 122.34% 33.33% — — — — — — — 194.41%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-06-01
Days in test 151.0
Months in test 6
Months with data 3
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 2806.30
Min balance 885.78
Max balance 3542.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 43.32
Average monthly return (arithmetic), % 51.66
Best month, % 122.34
Worst month, % -0.69
PnL, Volume & Fees
Metric Value
Total PnL 1806.30
Total PnL, % 180.63
Gross profit 3824.18
Gross loss 1987.83
Trading volume (USDT) 80194.05
Total transactions (buy/sell) 44
Total fees 28.87
Funding net -1.17
Funding accrued (received) 0.00
Funding paid 1.17
Trades
Metric Value
Total Trades 22
Win Trades 16
Los Trades 6
Win Rate, % 72.73
Expectancy per trade 83.4704
Max consecutive wins 8
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.61
Position max, % of margin balance 100.04
Max Drawdown 2455.84
Max Drawdown, % 69.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.9238
Recovery Factor (Total PnL / Max DD) 0.7355
Sharpe ratio (monthly) 3.4501
Sortino ratio (monthly) 452.1518
CAGR, % 1113.28
Calmar ratio (CAGR / Max DD%) 16.0581
Open Positions Size (USDT)
Details
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  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
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    "main_timer": 5000,
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    "leverage": 20.0,
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    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
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  "options": null,
  "filter": null,
  "rebalance": null,
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    "use_settings_from_open_long": true,
    "use_settings_from_open_short": true,
    "ma_long": {
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    },
    "ma_close_long": {
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    },
    "ma_close_short": {
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
      "use": false,
      "count": 100,
      "value": 1.5
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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}